+96.5%
ENB vs PRU
+139.4%
-42.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.6% |
| 7D | -0.5% | +1.9% | -2.4% | -1.2% |
| 30D | -0.2% | -0.4% | +0.2% | -0.1% |
| 3M | -7.5% | +16.4% | -23.9% | -12.9% |
| 6M | -4.1% | +26.0% | -30.2% | -12.6% |
| YTD | +9.8% | +9.9% | -0.1% | +4.9% |
| 1Y | +8.7% | +18.8% | -10.1% | +0.5% |
| 3Y | +79.0% | +45.3% | +33.6% | +48.1% |
| 5Y | +69.1% | +45.6% | +23.5% | +37.0% |
| 10Y | +96.5% | +139.6% | -43.1% | +12.5% |
| All | +96.5% | +139.4% | -42.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling